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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 15 Dec 2009 10:19:42 -0700

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2009/Dec/15/t1260897645291bqvuhz0jr4yz.htm/, Retrieved Wed, 08 May 2024 09:23:12 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=68048, Retrieved Wed, 08 May 2024 09:23:12 +0000

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User-defined keywords

Estimated Impact

131

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMP   [(Partial) Autocorrelation Function] [] [2009-11-27 14:47:30] [b98453cac15ba1066b407e146608df68]
-   PD    [(Partial) Autocorrelation Function] [] [2009-12-02 16:08:46] [6ba840d2473f9a55d7b3e13093db69b8]
-   PD        [(Partial) Autocorrelation Function] [] [2009-12-15 17:19:42] [830aa0f7fb5acd5849dbc0c6ad889830] [Current]

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Dataseries X:

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Histogram

Boxplots

8.7
8.2
8.3
8.5
8.6
8.5
8.2
8.1
7.9
8.6
8.7
8.7
8.5
8.4
8.5
8.7
8.7
8.6
8.5
8.3
8
8.2
8.1
8.1
8
7.9
7.9
8
8
7.9
8
7.7
7.2
7.5
7.3
7
7
7
7.2
7.3
7.1
6.8
6.4
6.1
6.5
7.7
7.9
7.5
6.9
6.6
6.9
7.7
8
8
7.7
7.3
7.4
8.1
8.3
8.2

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68048&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]1 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68048&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68048&T=0

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.515807	3.5362	0.000462
2	-0.123648	-0.8477	0.200454
3	-0.506294	-3.471	0.000561
4	-0.512124	-3.5109	0.000498
5	-0.159829	-1.0957	0.139389
6	0.219229	1.503	0.06977
7	0.44705	3.0648	0.001801
8	0.344354	2.3608	0.011218
9	0.028249	0.1937	0.423637
10	-0.185937	-1.2747	0.104337
11	-0.282482	-1.9366	0.02941
12	-0.278504	-1.9093	0.031168
13	-0.063072	-0.4324	0.333715
14	0.176692	1.2113	0.11591
15	0.202139	1.3858	0.086175
16	0.043285	0.2967	0.383985
17	-0.065427	-0.4485	0.327911
18	-0.107004	-0.7336	0.233424
19	-0.102004	-0.6993	0.243905
20	0.027729	0.1901	0.425025
21	0.109835	0.753	0.227605
22	0.021703	0.1488	0.44118
23	-0.09458	-0.6484	0.259939
24	-0.170127	-1.1663	0.124682
25	-0.061834	-0.4239	0.336783
26	0.044024	0.3018	0.382062
27	0.056437	0.3869	0.350284
28	0.019618	0.1345	0.446794
29	-0.062083	-0.4256	0.336163
30	-0.106388	-0.7294	0.234701
31	-0.011477	-0.0787	0.468809
32	0.015491	0.1062	0.457937
33	0.023832	0.1634	0.435459
34	0.023763	0.1629	0.435644
35	0.010785	0.0739	0.470688
36	0.031282	0.2145	0.415558

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.515807 & 3.5362 & 0.000462 \tabularnewline
2 & -0.123648 & -0.8477 & 0.200454 \tabularnewline
3 & -0.506294 & -3.471 & 0.000561 \tabularnewline
4 & -0.512124 & -3.5109 & 0.000498 \tabularnewline
5 & -0.159829 & -1.0957 & 0.139389 \tabularnewline
6 & 0.219229 & 1.503 & 0.06977 \tabularnewline
7 & 0.44705 & 3.0648 & 0.001801 \tabularnewline
8 & 0.344354 & 2.3608 & 0.011218 \tabularnewline
9 & 0.028249 & 0.1937 & 0.423637 \tabularnewline
10 & -0.185937 & -1.2747 & 0.104337 \tabularnewline
11 & -0.282482 & -1.9366 & 0.02941 \tabularnewline
12 & -0.278504 & -1.9093 & 0.031168 \tabularnewline
13 & -0.063072 & -0.4324 & 0.333715 \tabularnewline
14 & 0.176692 & 1.2113 & 0.11591 \tabularnewline
15 & 0.202139 & 1.3858 & 0.086175 \tabularnewline
16 & 0.043285 & 0.2967 & 0.383985 \tabularnewline
17 & -0.065427 & -0.4485 & 0.327911 \tabularnewline
18 & -0.107004 & -0.7336 & 0.233424 \tabularnewline
19 & -0.102004 & -0.6993 & 0.243905 \tabularnewline
20 & 0.027729 & 0.1901 & 0.425025 \tabularnewline
21 & 0.109835 & 0.753 & 0.227605 \tabularnewline
22 & 0.021703 & 0.1488 & 0.44118 \tabularnewline
23 & -0.09458 & -0.6484 & 0.259939 \tabularnewline
24 & -0.170127 & -1.1663 & 0.124682 \tabularnewline
25 & -0.061834 & -0.4239 & 0.336783 \tabularnewline
26 & 0.044024 & 0.3018 & 0.382062 \tabularnewline
27 & 0.056437 & 0.3869 & 0.350284 \tabularnewline
28 & 0.019618 & 0.1345 & 0.446794 \tabularnewline
29 & -0.062083 & -0.4256 & 0.336163 \tabularnewline
30 & -0.106388 & -0.7294 & 0.234701 \tabularnewline
31 & -0.011477 & -0.0787 & 0.468809 \tabularnewline
32 & 0.015491 & 0.1062 & 0.457937 \tabularnewline
33 & 0.023832 & 0.1634 & 0.435459 \tabularnewline
34 & 0.023763 & 0.1629 & 0.435644 \tabularnewline
35 & 0.010785 & 0.0739 & 0.470688 \tabularnewline
36 & 0.031282 & 0.2145 & 0.415558 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68048&T=1

[TABLE]
[ROW][C]Autocorrelation Function[/C][/ROW]
[ROW][C]Time lag k[/C][C]ACF(k)[/C][C]T-STAT[/C][C]P-value[/C][/ROW]
[ROW][C]1[/C][C]0.515807[/C][C]3.5362[/C][C]0.000462[/C][/ROW]
[ROW][C]2[/C][C]-0.123648[/C][C]-0.8477[/C][C]0.200454[/C][/ROW]
[ROW][C]3[/C][C]-0.506294[/C][C]-3.471[/C][C]0.000561[/C][/ROW]
[ROW][C]4[/C][C]-0.512124[/C][C]-3.5109[/C][C]0.000498[/C][/ROW]
[ROW][C]5[/C][C]-0.159829[/C][C]-1.0957[/C][C]0.139389[/C][/ROW]
[ROW][C]6[/C][C]0.219229[/C][C]1.503[/C][C]0.06977[/C][/ROW]
[ROW][C]7[/C][C]0.44705[/C][C]3.0648[/C][C]0.001801[/C][/ROW]
[ROW][C]8[/C][C]0.344354[/C][C]2.3608[/C][C]0.011218[/C][/ROW]
[ROW][C]9[/C][C]0.028249[/C][C]0.1937[/C][C]0.423637[/C][/ROW]
[ROW][C]10[/C][C]-0.185937[/C][C]-1.2747[/C][C]0.104337[/C][/ROW]
[ROW][C]11[/C][C]-0.282482[/C][C]-1.9366[/C][C]0.02941[/C][/ROW]
[ROW][C]12[/C][C]-0.278504[/C][C]-1.9093[/C][C]0.031168[/C][/ROW]
[ROW][C]13[/C][C]-0.063072[/C][C]-0.4324[/C][C]0.333715[/C][/ROW]
[ROW][C]14[/C][C]0.176692[/C][C]1.2113[/C][C]0.11591[/C][/ROW]
[ROW][C]15[/C][C]0.202139[/C][C]1.3858[/C][C]0.086175[/C][/ROW]
[ROW][C]16[/C][C]0.043285[/C][C]0.2967[/C][C]0.383985[/C][/ROW]
[ROW][C]17[/C][C]-0.065427[/C][C]-0.4485[/C][C]0.327911[/C][/ROW]
[ROW][C]18[/C][C]-0.107004[/C][C]-0.7336[/C][C]0.233424[/C][/ROW]
[ROW][C]19[/C][C]-0.102004[/C][C]-0.6993[/C][C]0.243905[/C][/ROW]
[ROW][C]20[/C][C]0.027729[/C][C]0.1901[/C][C]0.425025[/C][/ROW]
[ROW][C]21[/C][C]0.109835[/C][C]0.753[/C][C]0.227605[/C][/ROW]
[ROW][C]22[/C][C]0.021703[/C][C]0.1488[/C][C]0.44118[/C][/ROW]
[ROW][C]23[/C][C]-0.09458[/C][C]-0.6484[/C][C]0.259939[/C][/ROW]
[ROW][C]24[/C][C]-0.170127[/C][C]-1.1663[/C][C]0.124682[/C][/ROW]
[ROW][C]25[/C][C]-0.061834[/C][C]-0.4239[/C][C]0.336783[/C][/ROW]
[ROW][C]26[/C][C]0.044024[/C][C]0.3018[/C][C]0.382062[/C][/ROW]
[ROW][C]27[/C][C]0.056437[/C][C]0.3869[/C][C]0.350284[/C][/ROW]
[ROW][C]28[/C][C]0.019618[/C][C]0.1345[/C][C]0.446794[/C][/ROW]
[ROW][C]29[/C][C]-0.062083[/C][C]-0.4256[/C][C]0.336163[/C][/ROW]
[ROW][C]30[/C][C]-0.106388[/C][C]-0.7294[/C][C]0.234701[/C][/ROW]
[ROW][C]31[/C][C]-0.011477[/C][C]-0.0787[/C][C]0.468809[/C][/ROW]
[ROW][C]32[/C][C]0.015491[/C][C]0.1062[/C][C]0.457937[/C][/ROW]
[ROW][C]33[/C][C]0.023832[/C][C]0.1634[/C][C]0.435459[/C][/ROW]
[ROW][C]34[/C][C]0.023763[/C][C]0.1629[/C][C]0.435644[/C][/ROW]
[ROW][C]35[/C][C]0.010785[/C][C]0.0739[/C][C]0.470688[/C][/ROW]
[ROW][C]36[/C][C]0.031282[/C][C]0.2145[/C][C]0.415558[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68048&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68048&T=1

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.515807	3.5362	0.000462
2	-0.123648	-0.8477	0.200454
3	-0.506294	-3.471	0.000561
4	-0.512124	-3.5109	0.000498
5	-0.159829	-1.0957	0.139389
6	0.219229	1.503	0.06977
7	0.44705	3.0648	0.001801
8	0.344354	2.3608	0.011218
9	0.028249	0.1937	0.423637
10	-0.185937	-1.2747	0.104337
11	-0.282482	-1.9366	0.02941
12	-0.278504	-1.9093	0.031168
13	-0.063072	-0.4324	0.333715
14	0.176692	1.2113	0.11591
15	0.202139	1.3858	0.086175
16	0.043285	0.2967	0.383985
17	-0.065427	-0.4485	0.327911
18	-0.107004	-0.7336	0.233424
19	-0.102004	-0.6993	0.243905
20	0.027729	0.1901	0.425025
21	0.109835	0.753	0.227605
22	0.021703	0.1488	0.44118
23	-0.09458	-0.6484	0.259939
24	-0.170127	-1.1663	0.124682
25	-0.061834	-0.4239	0.336783
26	0.044024	0.3018	0.382062
27	0.056437	0.3869	0.350284
28	0.019618	0.1345	0.446794
29	-0.062083	-0.4256	0.336163
30	-0.106388	-0.7294	0.234701
31	-0.011477	-0.0787	0.468809
32	0.015491	0.1062	0.457937
33	0.023832	0.1634	0.435459
34	0.023763	0.1629	0.435644
35	0.010785	0.0739	0.470688
36	0.031282	0.2145	0.415558

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.515807	3.5362	0.000462
2	-0.530973	-3.6402	0.000338
3	-0.255723	-1.7531	0.043048
4	-0.182389	-1.2504	0.108673
5	0.06594	0.4521	0.326653
6	0.012579	0.0862	0.465822
7	0.180676	1.2386	0.110813
8	-0.000336	-0.0023	0.499086
9	0.021943	0.1504	0.440534
10	0.129976	0.8911	0.188715
11	-0.07067	-0.4845	0.315144
12	-0.197091	-1.3512	0.091552
13	0.073117	0.5013	0.309262
14	-0.00238	-0.0163	0.493524
15	-0.188592	-1.2929	0.101179
16	-0.128095	-0.8782	0.192158
17	0.114984	0.7883	0.217242
18	-0.040816	-0.2798	0.39042
19	-0.01051	-0.0721	0.471433
20	0.184883	1.2675	0.105612
21	-0.031409	-0.2153	0.415222
22	-0.144371	-0.9898	0.16368
23	0.043898	0.3009	0.382391
24	-0.194614	-1.3342	0.094282
25	0.010358	0.071	0.471845
26	-0.03082	-0.2113	0.416787
27	-0.181412	-1.2437	0.109889
28	-0.208071	-1.4265	0.080172
29	0.109012	0.7473	0.229288
30	-0.033501	-0.2297	0.409671
31	0.054685	0.3749	0.354709
32	-0.073594	-0.5045	0.308121
33	0.111707	0.7658	0.223804
34	-0.065483	-0.4489	0.327772
35	0.040184	0.2755	0.392075
36	0.014671	0.1006	0.460157

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.515807 & 3.5362 & 0.000462 \tabularnewline
2 & -0.530973 & -3.6402 & 0.000338 \tabularnewline
3 & -0.255723 & -1.7531 & 0.043048 \tabularnewline
4 & -0.182389 & -1.2504 & 0.108673 \tabularnewline
5 & 0.06594 & 0.4521 & 0.326653 \tabularnewline
6 & 0.012579 & 0.0862 & 0.465822 \tabularnewline
7 & 0.180676 & 1.2386 & 0.110813 \tabularnewline
8 & -0.000336 & -0.0023 & 0.499086 \tabularnewline
9 & 0.021943 & 0.1504 & 0.440534 \tabularnewline
10 & 0.129976 & 0.8911 & 0.188715 \tabularnewline
11 & -0.07067 & -0.4845 & 0.315144 \tabularnewline
12 & -0.197091 & -1.3512 & 0.091552 \tabularnewline
13 & 0.073117 & 0.5013 & 0.309262 \tabularnewline
14 & -0.00238 & -0.0163 & 0.493524 \tabularnewline
15 & -0.188592 & -1.2929 & 0.101179 \tabularnewline
16 & -0.128095 & -0.8782 & 0.192158 \tabularnewline
17 & 0.114984 & 0.7883 & 0.217242 \tabularnewline
18 & -0.040816 & -0.2798 & 0.39042 \tabularnewline
19 & -0.01051 & -0.0721 & 0.471433 \tabularnewline
20 & 0.184883 & 1.2675 & 0.105612 \tabularnewline
21 & -0.031409 & -0.2153 & 0.415222 \tabularnewline
22 & -0.144371 & -0.9898 & 0.16368 \tabularnewline
23 & 0.043898 & 0.3009 & 0.382391 \tabularnewline
24 & -0.194614 & -1.3342 & 0.094282 \tabularnewline
25 & 0.010358 & 0.071 & 0.471845 \tabularnewline
26 & -0.03082 & -0.2113 & 0.416787 \tabularnewline
27 & -0.181412 & -1.2437 & 0.109889 \tabularnewline
28 & -0.208071 & -1.4265 & 0.080172 \tabularnewline
29 & 0.109012 & 0.7473 & 0.229288 \tabularnewline
30 & -0.033501 & -0.2297 & 0.409671 \tabularnewline
31 & 0.054685 & 0.3749 & 0.354709 \tabularnewline
32 & -0.073594 & -0.5045 & 0.308121 \tabularnewline
33 & 0.111707 & 0.7658 & 0.223804 \tabularnewline
34 & -0.065483 & -0.4489 & 0.327772 \tabularnewline
35 & 0.040184 & 0.2755 & 0.392075 \tabularnewline
36 & 0.014671 & 0.1006 & 0.460157 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68048&T=2

[TABLE]
[ROW][C]Partial Autocorrelation Function[/C][/ROW]
[ROW][C]Time lag k[/C][C]PACF(k)[/C][C]T-STAT[/C][C]P-value[/C][/ROW]
[ROW][C]1[/C][C]0.515807[/C][C]3.5362[/C][C]0.000462[/C][/ROW]
[ROW][C]2[/C][C]-0.530973[/C][C]-3.6402[/C][C]0.000338[/C][/ROW]
[ROW][C]3[/C][C]-0.255723[/C][C]-1.7531[/C][C]0.043048[/C][/ROW]
[ROW][C]4[/C][C]-0.182389[/C][C]-1.2504[/C][C]0.108673[/C][/ROW]
[ROW][C]5[/C][C]0.06594[/C][C]0.4521[/C][C]0.326653[/C][/ROW]
[ROW][C]6[/C][C]0.012579[/C][C]0.0862[/C][C]0.465822[/C][/ROW]
[ROW][C]7[/C][C]0.180676[/C][C]1.2386[/C][C]0.110813[/C][/ROW]
[ROW][C]8[/C][C]-0.000336[/C][C]-0.0023[/C][C]0.499086[/C][/ROW]
[ROW][C]9[/C][C]0.021943[/C][C]0.1504[/C][C]0.440534[/C][/ROW]
[ROW][C]10[/C][C]0.129976[/C][C]0.8911[/C][C]0.188715[/C][/ROW]
[ROW][C]11[/C][C]-0.07067[/C][C]-0.4845[/C][C]0.315144[/C][/ROW]
[ROW][C]12[/C][C]-0.197091[/C][C]-1.3512[/C][C]0.091552[/C][/ROW]
[ROW][C]13[/C][C]0.073117[/C][C]0.5013[/C][C]0.309262[/C][/ROW]
[ROW][C]14[/C][C]-0.00238[/C][C]-0.0163[/C][C]0.493524[/C][/ROW]
[ROW][C]15[/C][C]-0.188592[/C][C]-1.2929[/C][C]0.101179[/C][/ROW]
[ROW][C]16[/C][C]-0.128095[/C][C]-0.8782[/C][C]0.192158[/C][/ROW]
[ROW][C]17[/C][C]0.114984[/C][C]0.7883[/C][C]0.217242[/C][/ROW]
[ROW][C]18[/C][C]-0.040816[/C][C]-0.2798[/C][C]0.39042[/C][/ROW]
[ROW][C]19[/C][C]-0.01051[/C][C]-0.0721[/C][C]0.471433[/C][/ROW]
[ROW][C]20[/C][C]0.184883[/C][C]1.2675[/C][C]0.105612[/C][/ROW]
[ROW][C]21[/C][C]-0.031409[/C][C]-0.2153[/C][C]0.415222[/C][/ROW]
[ROW][C]22[/C][C]-0.144371[/C][C]-0.9898[/C][C]0.16368[/C][/ROW]
[ROW][C]23[/C][C]0.043898[/C][C]0.3009[/C][C]0.382391[/C][/ROW]
[ROW][C]24[/C][C]-0.194614[/C][C]-1.3342[/C][C]0.094282[/C][/ROW]
[ROW][C]25[/C][C]0.010358[/C][C]0.071[/C][C]0.471845[/C][/ROW]
[ROW][C]26[/C][C]-0.03082[/C][C]-0.2113[/C][C]0.416787[/C][/ROW]
[ROW][C]27[/C][C]-0.181412[/C][C]-1.2437[/C][C]0.109889[/C][/ROW]
[ROW][C]28[/C][C]-0.208071[/C][C]-1.4265[/C][C]0.080172[/C][/ROW]
[ROW][C]29[/C][C]0.109012[/C][C]0.7473[/C][C]0.229288[/C][/ROW]
[ROW][C]30[/C][C]-0.033501[/C][C]-0.2297[/C][C]0.409671[/C][/ROW]
[ROW][C]31[/C][C]0.054685[/C][C]0.3749[/C][C]0.354709[/C][/ROW]
[ROW][C]32[/C][C]-0.073594[/C][C]-0.5045[/C][C]0.308121[/C][/ROW]
[ROW][C]33[/C][C]0.111707[/C][C]0.7658[/C][C]0.223804[/C][/ROW]
[ROW][C]34[/C][C]-0.065483[/C][C]-0.4489[/C][C]0.327772[/C][/ROW]
[ROW][C]35[/C][C]0.040184[/C][C]0.2755[/C][C]0.392075[/C][/ROW]
[ROW][C]36[/C][C]0.014671[/C][C]0.1006[/C][C]0.460157[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68048&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68048&T=2

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.515807	3.5362	0.000462
2	-0.530973	-3.6402	0.000338
3	-0.255723	-1.7531	0.043048
4	-0.182389	-1.2504	0.108673
5	0.06594	0.4521	0.326653
6	0.012579	0.0862	0.465822
7	0.180676	1.2386	0.110813
8	-0.000336	-0.0023	0.499086
9	0.021943	0.1504	0.440534
10	0.129976	0.8911	0.188715
11	-0.07067	-0.4845	0.315144
12	-0.197091	-1.3512	0.091552
13	0.073117	0.5013	0.309262
14	-0.00238	-0.0163	0.493524
15	-0.188592	-1.2929	0.101179
16	-0.128095	-0.8782	0.192158
17	0.114984	0.7883	0.217242
18	-0.040816	-0.2798	0.39042
19	-0.01051	-0.0721	0.471433
20	0.184883	1.2675	0.105612
21	-0.031409	-0.2153	0.415222
22	-0.144371	-0.9898	0.16368
23	0.043898	0.3009	0.382391
24	-0.194614	-1.3342	0.094282
25	0.010358	0.071	0.471845
26	-0.03082	-0.2113	0.416787
27	-0.181412	-1.2437	0.109889
28	-0.208071	-1.4265	0.080172
29	0.109012	0.7473	0.229288
30	-0.033501	-0.2297	0.409671
31	0.054685	0.3749	0.354709
32	-0.073594	-0.5045	0.308121
33	0.111707	0.7658	0.223804
34	-0.065483	-0.4489	0.327772
35	0.040184	0.2755	0.392075
36	0.014671	0.1006	0.460157

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 0.5 ; par3 = 1 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 0.5 ; par3 = 1 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

R code (references can be found in the software module):

if (par1 == 'Default') {
par1 = 10*log10(length(x))
} else {
par1 <- as.numeric(par1)
}
par2 <- as.numeric(par2)
par3 <- as.numeric(par3)
par4 <- as.numeric(par4)
par5 <- as.numeric(par5)
if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
par7 <- as.numeric(par7)
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
dev.off()
(myacf <- c(racf$acf))
(mypacf <- c(rpacf$acf))
lengthx <- length(x)
sqrtn <- sqrt(lengthx)
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','ACF(k)','click here for more information about the Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 2:(par1+1)) {
a<-table.row.start(a)
a<-table.element(a,i-1,header=TRUE)
a<-table.element(a,round(myacf[i],6))
mytstat <- myacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Partial Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','PACF(k)','click here for more information about the Partial Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:par1) {
a<-table.row.start(a)
a<-table.element(a,i,header=TRUE)
a<-table.element(a,round(mypacf[i],6))
mytstat <- mypacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code